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~isPartOf:"Quantitative finance"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
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Kapitaleinkommen
Portfolio-Management
Portfolio selection
203
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134
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134
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41
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41
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Escobar, Marcos
6
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Kim, Woo Chang
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Gu, Jia-Wen
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Quantitative finance
Journal of banking & finance
640
NBER working paper series
576
Finance research letters
561
Working paper / National Bureau of Economic Research, Inc.
500
NBER Working Paper
408
European journal of operational research : EJOR
398
Insurance / Mathematics & economics
385
International review of financial analysis
358
Journal of financial economics
326
The journal of asset management
265
The journal of finance : the journal of the American Finance Association
263
Journal of economic dynamics & control
262
The journal of portfolio management : a publication of Institutional Investor
256
Applied economics
245
Journal of empirical finance
238
Management science : journal of the Institute for Operations Research and the Management Sciences
233
Research paper series / Swiss Finance Institute
233
Discussion paper / Centre for Economic Policy Research
224
International review of economics & finance : IREF
223
International journal of theoretical and applied finance
222
Pacific-Basin finance journal
218
The review of financial studies
217
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198
Finance and stochastics
196
Economic modelling
193
The North American journal of economics and finance : a journal of financial economics studies
193
The European journal of finance
191
Risks : open access journal
184
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
Research in international business and finance
175
SpringerLink / Bücher
174
Journal of risk and financial management : JRFM
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Economics letters
158
Swiss Finance Institute Research Paper
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ECONIS (ZBW)
211
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1
Continuous-time stochastic mutual fund management game between active and passive funds
Han, Kai
;
Rong, Ximin
;
Shen, Yang
;
Zhao, Hui
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1647-1667
Persistent link: https://www.econbiz.de/10012653705
Saved in:
2
Welfare effects of information and rationality in portfolio decisions under parameter uncertainty
Longo, M.
;
Mainini, A.
- In:
Quantitative finance
18
(
2018
)
12
,
pp. 2035-2050
Persistent link: https://www.econbiz.de/10012262961
Saved in:
3
Estimating a regime switching pairs trading model
Elliott, Robert J.
;
Bradrania, Reza
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 877-883
Persistent link: https://www.econbiz.de/10011907956
Saved in:
4
Pairs trading under transaction costs using model predictive control
Primbs, James A.
;
Yamada, Yuji
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 885-895
Persistent link: https://www.econbiz.de/10011907977
Saved in:
5
Risk-managed 52-week high industry momentum, momentum crashes and hedging macroeconomic risk
Grobys, Klaus
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1233-1247
Persistent link: https://www.econbiz.de/10011911534
Saved in:
6
Detailed study of a moving average trading rule
Ferreira, Fernando F.
;
Silva, A. Christian
;
Yen, Ju-Yi
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1599-1617
Persistent link: https://www.econbiz.de/10011913212
Saved in:
7
Challenging the robustness of optimal portfolio investment with moving average-based strategies
Bel Hadj Ayed, Ahmed
;
Loeper, Grégoire
;
Abergel, Frédéric
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 123-135
Persistent link: https://www.econbiz.de/10012194624
Saved in:
8
Collective mental accounting : an integrated behavioural portfolio selection model for multiple mental accounts
Momen, Omid
;
Esfahanipour, Akbar
;
Seifi, Abbas
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 265-275
Persistent link: https://www.econbiz.de/10012194652
Saved in:
9
Asset volatility with prospect theory investors
Bekierman, Jeremias
- In:
Quantitative finance
19
(
2019
)
4
,
pp. 533-543
Persistent link: https://www.econbiz.de/10012194695
Saved in:
10
Leveraging a call-put ratio as a trading signal
Houlihan, Patrick
;
Creamer Guillén, Germán
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 763-777
Persistent link: https://www.econbiz.de/10012194713
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